| FIX Tag | Field Name | FIXML Attribute Name | Data Type | Description | New for BrokerTec | OMnet Mapping | Genium FIX Mapping | Supported Values |
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| 54 | Side | Side | char | Side of order |
| bought_or_sold | 54 | 1 - Buy 2 - Sell 5 - Sell short 6 - Sell short exempt H - Sell Undisclosed |
| 526 | SideSecondaryClOrdID | ClOrdID2 | String | Secondary Client Order ID |
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| 11 | SideClOrdID | ClOrdID | String | Client Order ID |
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| 1154 | SideCurrency | Ccy | Currency | Used to identify the trading currency on the Trade Capture Report Side |
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| 578 | TradeInputSource | InptSrc | String | Type of input device or system from which the trade was entered. Values include: BTC - BrokerTec Clearing, BTD - BrokerTec Direct, GLBX - Globex, XPIT - Externally registered | New accepted value BTC, BTD | match_type_c + big_attention[16] | 20009 + 20034 |
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| 582 | CustOrderCapacity | CustCpcty | int | Capacity of customer placing the orderPrimarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). |
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| 1 - Member trading for their own account 2 - Clearing Firm trading for its proprietary account 3 - Member trading for another member 4 - All other |
| 921 | StartCash | StartCsh | Amt | Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date. | New field | consideration_u | 921 |
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| 922 | EndCash | EndCsh | Amt | Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date. | New field | end_consideration_u | 922 |
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| 58 | Text | Txt | String | Free format text string(Note: this field does not have a specified maximum length) |
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| 826 | TradeAllocIndicator | AllocInd | int | Identifies how the trade is to be allocated |
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| 0 - Allocation not required
1 - Allocation required (give-up trade) allocation information not provided (incomplete)
100 - SGX Offset
2 - Use allocation provided with the trade
3 - Allocation give-up executor
4 - Allocation from executor
5 - Allocation to claim account 100 - SGX Offset |
| 1853 | SideAvgPxIndicator | AvgPxInd | int | Average Pricing Indicator for the trade side. |
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| 1057 | AggressorIndicator | AgrsrInd | Boolean | Used to identify whether or not the order initiator is an aggressor in the trade. | New field | big_attention[5] | 1057 | Y - Order initiator is aggressor
N - Order initiator is passive |
| 10039 | SideOrigTradeID | OrigTrdID | String | This field points (backward) to SecondaryTradeID on the predecessor trade. This will appear on replacement trades (828=0) and clearing offsets (828=3) |
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| 1851 | StrategyLinkID | StrategyLinkID | String | Identifies the multileg strategy (e.g. spread) to which the trade belongs. This links together trade legs executed as part of a strategy during a single match event. |
| box_number_i | 20033 |
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| 1031 | CustOrderHandlingInst | CustOrdHdlInst | MultipleStringValue | Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer.NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting only. |
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| A - Phone simple
B - Phone complex
C - FCM-provided screen
D - Other-provided screen
E - Client provided platform controlled by FCM
F - Client provided platform direct to exchange
G - FCM API or FIX
H - Algo Engine
J - Price at Execution (price added at Initial order entry, trading, middle office or time of give-up)
W - Desk - Electronic
X - Desk - Pit
Y - Client - Electronic
Z - Client - Pit |
| 37 | OrderID | OrdID | String | Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days. Maximum length of 38 characters | New field | order_number_u | 37 |
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| 793 | SecondaryAllocGroupID | GrpID2 | String | Indicates the CCP-assigned secondary allocation ID for the average price group. |
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| 2361 | CompressionGroupID | CmprsnGrpID | String | Identifies all trades in a netting or compression group, including both terminating trades and any remnant trades that result from the operation. |
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| 9373 | Liquidity Flag | LqdtyFlg | int | Indicates if an order was submitted for market making obligation as required for MiFID. Applicable only for EU fixed income markets. |
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| 0=False 1=True |
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| 5149 | Memo | Mem | String | Free format text field. Supported as follows, depending on source: - CME Globex: Supported for all Globex-entered trades.
- CME Direct: Supports the Memo field value for the non-alleged counterparty when there is an allege and a claim. If both sides allege, then the Memo field is supported on both sides.
- CME ClearPort GUI: Supports the Memo field value for the non-alleged counterparty.
- CME ClearPort API:
- For single-sided submissions, supports the Memo field value for the non-alleged counterparty when there is an allege and a claim. If both sides allege, then the Memo field is supported on both sides.
- For dual-sided submissions, the Memo field supported on either or both sides, depending on the API submission. A note can be submitted for buy side and the sell side, and they can be different notes.
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| customer_info_s | 58 |
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| 158 | AccruedInterestRate | AcrdIntRt | Percentage | The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond. | New field | extended_accrued_interest_q | 158 |
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| 5106 | FundDesignation | FundDsgntn | String | Fund Designation as specified at order submission. |
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| 453 | Parties | Pty |
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| 10034 | SideRegulatoryTradeIDGrp | RegTrdID |
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| 2639 | CommissionDataGrp | CommData |
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| 1016 | SideTrdRegTS | TrdRegTS |
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| →1012 | →SideTrdRegTimestamp | TS | UTCTimestamp | Will be used in a multi-sided message. Traded Regulatory timestamp value. Used to store time information required by government regulators or self regulatory organizations such as an exchange or clearing house. |
| execution_timestamp | 769 + 20042 + 770=1 |
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| →1013 | →SideTrdRegTimestampType | Typ | int | Same as TrdRegTimeStampType |
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| 1 - Execution Time |
| 1855 | RelatedTradeGrp | ReltdTrd |
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| →1856 | →RelatedTradeID | ID | String | Identifier of a related trade. |
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| →1857 | →RelatedTradeIDSource | Src | int | Describes the source of the identifier that RelatedTradeID(1856) represents. |
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| 2 - Secondary trade ID |